Product Version = NetBeans IDE 7.2 Beta (Build 201205031832)
Operating System = Linux version 2.6.35-32-generic running on amd64
Java; VM; Vendor = 1.7.0_03
Runtime = Java HotSpot(TM) 64-Bit Server VM 22.1-b02
Hi, I think the installation process should import existing shortcuts from previous Netbeans installs automatically. Also, when I am trying to set a new shortcut, I can see it in the KeyMap window as soon as I press it, but after hitting OK it is not saved and does not work. If I open the KeyMap window after closing it with the OK button, the shortcut definition is gone.

Trying in build 2012-06-19, at least on the 1st sight they keymap (the key binding is present after I return to the T-O-Keymap dialog). I've tried to (re)define two bindings, one for global action and another for editor action, and the storage seems to have them both & they appeared after restart, too.
Please describe exact steps, note actions which you are trying to assign key bindings.

Open IDE (which opens the project I am working on), go to Tools > Options to display the Options Dialog, then click on KeyMap, go to Debug Focused Test Method Action, click in the shortcut column cell to set the shortcut, press down Ctrl, then Shift, and hit the D key. Release all keys and hit Enter. The shortcut is displayed in the column. Press OK to close the dialog. Try the shortcut (it won't work). Repeat steps to Open the KeyMap table and you will notice the shortcut you previously set is gone (empty cell).

Still works for me - I followed the steps and ended up with a redefined Debug Focused Test method - Build 20120626-395727d571d8
Please zip the contents of your userdir/config/Keymaps prior to the reproduction, then please try to assign the key as you've described, then again zip the directory and attach both archives here.
Also it could be good if you could try to reproduce the defect with a fresh userdir: use --userdir /tmp/bug load your project and try to reproduce the defect.
It may be that your IDE starts from a already screwed settings (should recover from that situation of course!)
Thanks for cooperation

Created attachment 121372[details]
Image of the Options Dialog
One weird thing to notice is that CS-D.shadow is in the KeyMaps/Netbeans folder, but it is not showed in the keymap (see attached picture).

I'm having this problem too. I tried to assign free shortcut Shift+F6 to Debug Focused Test Method. The shortcut was accepted. I pressed OK and the option window closed. Unfortunately the shortcut didn't work. When I reopened the keymap window it turned out that Debug Focused Test Method had no shortcut assigned to it.
I confirmed the above behavior on Build 201206291011 and on Build 201207171143.
The other parameters of my system are:
Java: 1.6.0_29; Java HotSpot(TM) Client VM 20.4-b02
System: Windows XP version 5.1 running on x86; Cp1250; pl_PL (nb)

mjr - please check your logfiles. When you try to assign CS-D, and the assignment is (again) missing after you open the key binding dialog again, see if you log file contains something like:
org.openide.filesystems.FSException: File CS-D.shadow already exists in filesystem Default System (Keymaps/NetBeans).
Regarding your specific situation, assigning CS-D to "Debug focused test": the userdir you have attached contains a definition of such shortcut. Was it imported from a previous version ? Anyway, the shortcut leads to an obsolete action definition. The definition has moved, but the shortcut was left unaffected, so it broke.
Because of other defects, the existing CS-D.shadow (broken) file prevented redefinition to be written to the disk - if your logfile contains the above message.

(In reply to comment #15)
> Problem still there with "run focused test" after upgrade from 7.1.2.
The changeset e7cfe094dc6c was not yet propagated into main-silver/gold. Unless you build your NB yourself from jet-main hg repository,
- wait for the integration, then grab daily build
- for a CLEAN upgrade, wait for the issue #216257 (as was described in previous comments) and integrated
please confirm that you used fresh custom build, or I'll close the defect again as fixed.